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In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

We present a first-order method for solving constrained optimization problems. The method is derived from our previous work, a modified search direction method inspired by singular value decomposition. In this work, we simplify its…

Optimization and Control · Mathematics 2023-02-24 Long Chen , Kai-Uwe Bletzinger , Nicolas R. Gauger , Yinyu Ye

Tensor decomposition has been widely used in machine learning and high-volume data analysis. However, large-scale tensor factorization often consumes huge memory and computing cost. Meanwhile, modernized computing hardware such as tensor…

Optimization and Control · Mathematics 2022-09-12 Zi Yang , Junnan Shan , Zheng Zhang

We introduce two nonlinear sufficient dimension reduction methods for regressions with tensor-valued predictors. Our goal is two-fold: the first is to preserve the tensor structure when performing dimension reduction, particularly the…

Statistics Theory · Mathematics 2025-12-24 Dianjun Lin , Bing Li , Lingzhou Xue

Multi-way data arises in many applications such as electroencephalography (EEG) classification, face recognition, text mining and hyperspectral data analysis. Tensor decomposition has been commonly used to find the hidden factors and elicit…

Optimization and Control · Mathematics 2014-05-07 Yangyang Xu

Low-rank tensor completion aims to recover a tensor from partially observed entries, and it is widely applicable in fields such as quantum computing and image processing. Due to the significant advantages of the tensor train (TT) format in…

Machine Learning · Computer Science 2025-01-24 Fengmiao Bian , Jian-Feng Cai , Xiaoqun Zhang , Yuanwei Zhang

This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…

Numerical Analysis · Mathematics 2024-05-14 Foivos Alimisis , Yousef Saad , Bart Vandereycken

In this paper we develop two new Tensor Alternating Steepest Descent algorithms for tensor completion in the low-rank $\star_{M}$-product format, whereby we aim to reconstruct an entire low-rank tensor from a small number of measurements…

Numerical Analysis · Mathematics 2025-06-13 Oliver Townsend , Sergey Dolgov , Silvia Gazzola , Misha Kilmer

Tensor networks are a class of algorithms aimed at reducing the computational complexity of high-dimensional problems. They are used in an increasing number of applications, from quantum simulations to machine learning. Exploiting data…

Numerical Analysis · Mathematics 2024-10-25 Melven Röhrig-Zöllner , Manuel Joey Becklas , Jonas Thies , Achim Basermann

Tensor decompositions, which represent an $N$-order tensor using approximately $N$ factors of much smaller dimensions, can significantly reduce the number of parameters. This is particularly beneficial for high-order tensors, as the number…

Machine Learning · Computer Science 2025-06-23 Zhen Qin , Michael B. Wakin , Zhihui Zhu

We consider the problem of low-rank decomposition of incomplete multiway tensors. Since many real-world data lie on an intrinsically low dimensional subspace, tensor low-rank decomposition with missing entries has applications in many data…

Numerical Analysis · Computer Science 2016-08-24 Linxiao Yang , Jun Fang , Hongbin Li , Bing Zeng

In low-rank tensor completion tasks, due to the underlying multiple large-scale singular value decomposition (SVD) operations and rank selection problem of the traditional methods, they suffer from high computational cost and high…

Numerical Analysis · Computer Science 2018-05-23 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

While multilinear algebra appears natural for studying the multiway interactions modeled by hypergraphs, tensor methods for general hypergraphs have been stymied by theoretical and practical barriers. A recently proposed adjacency tensor is…

Numerical Analysis · Mathematics 2024-04-05 Sinan G. Aksoy , Ilya Amburg , Stephen J. Young

Subspace minimization conjugate gradient (SMCG) methods have become a class of quite efficient iterative methods for unconstrained optimization and have attracted extensive attention recently. Usually, the search directions of SMCG methods…

Optimization and Control · Mathematics 2023-03-24 Zexian Liu , Yan Ni , Hongwei Liu , Wumei Sun

In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…

Optimization and Control · Mathematics 2026-03-20 Jian Chen , Xinmin Yang

This paper focuses on recovering a low-rank tensor from its incomplete measurements. We propose a novel algorithm termed the Single Mode Quasi Riemannian Gradient Descent (SM-QRGD). By exploiting the benefits of both fixed-rank matrix…

Optimization and Control · Mathematics 2024-01-30 Yuanwei Zhang , Ya-Nan Zhu , Xiaoqun Zhang

We devise a space-time tensor method for the low-rank approximation of linear parabolic evolution equations. The proposed method is a stable Galerkin method, uniformly in the discretization parameters, based on a Minimal Residual…

Numerical Analysis · Mathematics 2019-09-11 Thomas Boiveau , Virginie Ehrlacher , Alexandre Ern , Anthony Nouy

The tensor-train (TT) decomposition expresses a tensor in a data-sparse format used in molecular simulations, high-order correlation functions, and optimization. In this paper, we propose four parallelizable algorithms that compute the TT…

Numerical Analysis · Mathematics 2021-11-23 Tianyi Shi , Maximilian Ruth , Alex Townsend

Most currently used tensor regression models for high-dimensional data are based on Tucker decomposition, which has good properties but loses its efficiency in compressing tensors very quickly as the order of tensors increases, say greater…

Methodology · Statistics 2024-03-20 Yuefeng Si , Yingying Zhang , Yuxi Cai , Chunling Liu , Guodong Li